2015

2015

0711

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1

2

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2

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3

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5.

6.

23220

1.

3

3012

2.

3.

3

4.

5.

3-53-6

1.

Invitation to Systems Science

1

1

1

*

Dynamic System Analysis

2

2

1

*

Agent-Based Modeling

2

2

1

*

Complex Networks

2

2

2

*

Stochastic Process and Analysis

2

2

1

*

Numerical Methods and Analysis

2

2

1

Fundamentals of Systems Science

2

2

1

Self-Organization Theory

2

2

2

Complexity and Criticality

3

3

2

Artificial Intelligence

2

2

2

Data Analysis

2

2

2

Game Theory

2

2

2

Econo-Physics

1

1

2

Advances in Systems Science

2

2

1

Financial Engineering

2

2

1

Parallel Computing

2

2

1

Frontiers in Complex Networks

2

2

1

Info-Physics

2

2

2

Lectures on Neural Science

1

1

1

Lectures on Complexity Economics

1

1

2

Lectures on Computational Social Science

1

1

2

Lectures on Behavioral Game Theory

1

1

2

Lectures on Machine Learning and Big Data

1

1

2

Lectures on System Analysis and Integration

1

1

2

*

2.

Complexity and Criticality

3

3

2

Dynamic System Analysis

2

2

1

Agent-Based Modeling

2

2

1

Complex Networks

2

2

2

Stochastic Process and Analysis

2

2

1

Self-Organization Theory

2

2

2

Advances in Systems Science

2

2

1

1

Invitation to System Analysis

16 1

():

()

1

1.

2.

4

1.

(1)

(2) 12

(3) 12:

(4)

2.

(1)

(2)

(3)

(4)

[1] W.I.B. Beveridge. The Art of Scientific Investigation[M]. New Jersey: The Blackburn Press, 2004.

[2] Committee on Science & Engineering & Public Policy. On Being a Scientist: A Guide to Responsible Conduct in Research[M]. Washington. D.C.: National Academies Press, 2008.

[3] Karl Popper. The Logic of Scientific Discovery[M]. London: Routledge, 2002.

[4] Project on Liberal Education and the Sciences (American Association for the Advancement of Science). The Liberal Art of Science: Agenda for action: the Report of the Project on Liberal Education and the Sciences[M]. Washington, D.C.: AAAS, 1990.

[5] Timothy Gowers. Mathematics: A Very Short Introduction[M]. Oxford University Press, 2002.

[6] Albert Einstein and Leopold Infeld, The Evolution of Physics: The Growth of Ideas From Early Concepts to Relativity and Quanta[M]. Cambridge University Press, 1938.

[7] Richard Feynman R P. The character of physical law[M]. MIT press, 1967.

[8] Richard Feynman R P, Leighton R B, Sands M. The Feynman Lectures on Physics, Desktop Edition Volume I[M]. Basic Books, 2013.

[9] . .

[10] . .

3

1.

2. More is different

3. More is the same

4.

(1)

(2)

(3) 1/f

5.

6.

7.

RayleighBnard

[1] John Holland. Complexity: A Very Short Introduction[M].Oxford University Press, 2014.

[2] P. W. Anderson. More Is Different[J]. Science, New Series,1972,177(4047): 393-396.

[3] Albert Einstein and Leopold Infeld, The Evolution of Physics: The Growth of Ideas From Early Concepts to Relativity and Quanta[M]. Cambridge University Press, 1938.

[4] Richard P. Feynman, Robert B. Leighton & Matthew Sands. The Feynman's Lectures on Physics[M]. AddisonWesley, 1964.

[5] H. Haken. Synergetics, an Introduction: Nonequilibrium Phase Transitions and Self-Organization in Physics, Chemistry, and Biology[M]. New York: Springer-Verlag, 1983.

[6] Dilip Kondepudi, Ilya Prigogine. Modern Thermodynamics: From Heat Engines to Dissipative Structures[M]. New York: Wiley, 2015.

[7] . .

8

1.

Life

2.

(1) IsingIsing

(2) Bak-Tang-Wiesenfeld

3.

4.

-PageRank

5.

Leontief

[1] ,, . [M]. , 2005.

[2] . [M]. , 1993.

[3] P. W. Anderson. More Is Different[J]. Science, New Series, 1972, 177(4047): 393-396.

[4] Per Bak. How Nature Works: The Science of Self-Organised Criticality[M]. New York: Copernicus Press, 1996

[5] . .

:

+

:

Dynamic System Analysis

36 2

():

()

1. 2.

:

:

1.

2. Solow

3.

4.

1.

2.

3.

4.

1.

2.

3.

1.

2.

3.

4.

1. Smale

2.

:

()()

[1] Hirsch M.W., Smale S., Devaney R.L. (). [M]. , 2008.

[2] Edward R. Scheinerman. Invitation to Dynamical Systems[M]. Dover Publications, 2012.

[3] Strogatz, Steven H.. Nonlinear Dynamics and Chaos. Perseus Books, 2000.

:

Agent-Based Modeling

32 2

():

()

:

:

1.

2.

3.

4.

5. ABM

1.

2.

3.

4.

5.

1.

2.

3.

4.

5.

6.

1.

2.

3.

4.

5.

1.

2.

3.

4. PAC-man

1.

2.

3.

4.

5.

6.

7.

8.

1.

2.

3.

4.

5.

:

: 40%+60%

()()

[1] .

[2] Goldberg, David E. Genetic Algorithms in Search, Optimization and Machine Learning[M]. Addison-Wesley Pub,1989

[3] John Koza. Genetic Programming: I, II, III, IV.

[4] John Holland. Hidden Order: How adaptation builds complexity[M]. Helix Books,1996.

[5] Leigh Tesfatsion. AgentBased Modelling of Evolutionary Economic Systems[J], IEEE Transactions on Evolutionary Computation, 5(5): 437-441, 2001.

[6] http://www.santafe.edu/

[7] http://www.econ.iastate.edu/tesfatsi/ace.htm

[8] http://www.necsi.org/

:

Complex Networks

32 2

():

()

:

4

2

ER2

ER

ER

2

2

BA

BA

2

2

6

GN

2

Pagerank

2

3

2

:

: 70%30%

()()

[1] M.E.J.NewmanNetworks An Introduction[M], Oxford University Press, 2010.

[2] .

[3] .

:

Stochastic Process and Analysis

32 2

():

()

:

6

1.

2.

3.

6

1.

2.

3.

6

1.

2.

3.

4.

12

1.

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3. Fokker-Planck

4. Master

: ++

+40%60%

()()

[1] . [M]. , 2000.

[2] , . [M]. , 2002.

[3] . [M]. , 2009.

[4] Gardiner, Crispin. Stochastic Methods: A Handbook for the Natural and Social Sciences[M]. Springer, 2009.

[5] Philip E, Protter. Stochastic Integration and Differential Equations[M]. Springer, 2005.

[6] Edward P. C. Kao. An Introduction to Stochastic Processes[M]. , 2003.

:

Numerical Methods and Analysis

32 2

():

()Matlab

:

1.

2.

3.

4.

5.

1.

2.

3.

4.

1.

2.

3.

4.

5.

1. Lagrange

2. Newton

3.

4.

5.

6.

7.

1.

2.

3.

4.

5.

6.

7.

8.

1.

2.

3.

4.

5.

6.

1.

2. FFT

3. DFT

4.

5.

1.

2.

3.

4.

5.

1.

2.

3.

4.

5.

6.

:

:

()()

[1] , , . [M]. , 2001.

[2] Gerald Recktenwal, (). MATLAB[M]. , 2004.

[3] , , , (). [M]. 2010.

[4] , , . [M]. , 2014.

[5] . [M]. , 2013.

:

Fundamentals of Systems Science

32 2

():

()

1. :

2. :

3. :

1.

2.

(1)

(2)

(3)

3.

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4

(1)

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1. :

2.

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4.

5.

6. Dirac

7.

8 . Monte Carlo

9.

1. Langevin

2. Master Fokker-Planck

(1) Markov Master

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(3)

3. Langevin Fokker-Planck

4.

5.

1.

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3.

4.

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(2) Hamiltonian

(3) Langragian Hamiltonian

(4)

5.

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5.

6.

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1.

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3.

4.

1.

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3.

4.

1.

2.

3.

4.

5.

(1)

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10.1 Nash

10.2 :Nash

10.3 :

10.4

1.

(1)

(2)

2.

(1)

(2)

(3)

1. Linux

2. C Python

3. BLASLapack

4. BLASLapackPetscSlepc

5. xmds2

6. sage

7. NetLogo

8. Swarm

9. CR igraph

:

: +

()()

[1] . .

[2] Joseph Novak. Learning, Creating, and Using Knowledge: Concept Maps as Facilitative Tools in Schools and Corporations[M]. Invited Papers, 2010.

[3] . .

[4] Feynman. FeynmanI, III. [M]., 2005.

[5] W.I.B. Beveridge. The Art of Scientific Investigation[M]. New York: Norton, 1957.

[6] Timothy Gowers. Mathematics: A Very Short Introduction[M]. Oxford University Press, 2002.

[7] Feynman. [M]. , 1992.

[8] . [M]. , 2001.

:

Self-Organization Theory

36 2

():

()

1.

2.

3.

1.

2.

3.

4.

1.

2.

Schlogl

1. Schlogl

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1. Hopf

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1.

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1.

2.

3.

Fokker-Plank

1.

2. Logistic

1.

2.

:

:

()()

[1] G, I. [M]. , 1986.

[2] H, [M]. , 1984.

[3] . [M]. , 1986.

:

Complexity and Criticality

54 3

():

()

21

:

: IsingBTWIsing12Monto Calo

-

1.

2. MaxwellHelmholtz free energy, Gibbs free energy, Grand potential

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4. Wilson

1.

2.

3.

4.

5. BTW

1.

2. Monte Carlo

3. Simulated Quenching and Annealing

4.

123

:

: 60%40%

()()

[1] Kim Christensen, Nicholas R. Moloney. Complexity and Criticality,, 2006.

[2] Michael Plischke, Birger Bergersen. Equilibrium Statistical Physics,, 2006.

[3] Brain Cowan. Topics in Statistical Mechanics, , 2006.

[4] Physical Review Letters, APS.

[5] Journal of Statistical Mechanics, IOP.

[6] Journal New Phycics, IOP.

.

:

: Artificial Intelligence

32 2

()

1.

2.

3.

2

1.

2.

3.

4.

2

1.

2.

3.

4.

5. Kleene

2

1.

2.

3.

4.

5.

4

1.

2.

3.

4.

5.

6.

2

1.

2.

3.

4.

6

1.

2.

3.

4.

5.

6.

6

1.

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4.

5.

6.

6

1.

2.

3.

4.

5. Word2Vec

6.

2

1.

2. Kolmogorov

3. Solmorov

4. Hutter

: 60% + 40%

()()

[1] Stualt Russel, Peter Navig. Artificial Intelligence: A Morden Approach[M]. New Jersey: Prentice Hall, 2010.

[2] Sergios Theodoridis, Konstantinos Koutroumbas. Pattern Recognition[M]. Academic Press, 2008

:

:

Data Analysis

32 2

():

()

R

:

1

2

3

4

5

6

2

4

2

5

Logistic3

Logistic

5

2

3

2

2

K

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R

: 70%30%

()()

(1)

(2) R

R

:

Game Theory

32 2

():

()

1.

2.

3.

1.

2.

3.

1.

2.

3.

1.

2.

1.

2.

3.

1.

2.

3.

: 35%15%50%

()()

[1] . [M]. , 1993.

[2] -, , .[M]. , 2000.

[3] . [M]. , 2006.

[4] , . [M]. , 2000.

[5] , . [M]. , 2002.

[6] , . [M]. , 2003.

[7] , . [M]. , 2009.

[8] . [M]. , 2006.

[9] .

Econo-Physics

: 16 : 1

():

():

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1.

2.

3.

4.

:

2

1.

2.

3.

4.

2+

1.

2.

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1.

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3.

2

1.

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3.

2

1.

2.

3.

4.

2

1.

2.

3.

4.

2

1.

2.

3.

2

1.

2.

3.

: 60%+40%

:

Progress in Systems Science

: 32 : 2

():

():

:

1 123

2 12

3 12

4 12Internet

: 4060

:

Financial Engineering

2 2

():

()

:

:

:

1.

2.

3.

4.

1.

2.

3.

1.

2.

3.

1.

2.

3.

1.

2.

3.

4.

1. CAPMAPT

2.

3.

4. BS

5.

1.

2.

3.

1.

2.

3.

:

: 25%25%50%

()()

[1] John C. Hull. [M]. . 8. , 2012; . 7. , 2009.

[2] , , J.. [M]. , 2012.

[3] . [M]. , 2013.

[4] C. , N.. [M]. , 2014.

[5] . The Simple Truth about Quantitative Trading[M]. , 2012.

[6] , . Matlab[M]. , 2012.

[7] Salih N, Neftci. Principles of Financial Engineering[M]. , 2010.

[8] , , . [M]. , 1998.

[9] Lawrence Galitz. [M]. , 1998.

[10] . [M]. , 2005.

[11] JournalofFinance

[12] Quantitative Finance

[13] Journal of Asset Management

[14]

[15] http://www.eastmoney.com/

[16] IAFE:/www.iafe.org

:

: Parallel Computing

: 32 : 2

():

()C/C++

1.

2. MPI

:

2

1.

2.

3.

4.

5.

Linux 4

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2. Linux

3.

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3. MPI

4

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3.

4.

5.

4

1.

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4.

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6.

4

1.

2.

3.

4.

5.

6.

7.

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Poisson 3

1.

2. MPI

3.

4 . MPI

4

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3. /

4. ADI

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+

: 60%+40%

()()

[1] . [M]. , 2006.

[2] . [M]. , 2011.

: Linux/UNIX Linux MPI

:

Frontier of Complex Networks

32 2

():

():

:

:

:

:

:

()()

NatureSciencePNASNature PhysicsNature CommunicationPRLPRX

:

:

Info-Physics

36 2

():

():

:

:

:

1.

2.

3.

4.

1.

2.

1.

2.

3.

4.

1.

2.

3.

4.

1.

2.

3.

1.

2.

3.

4. PageRank

:

: ++

()()

[1] S. Maslov, Y.-C. Zhang. Extracting Hidden Information from Knowledge Networks[J]. Phys. Rev. Lett, 2011, 87(24): 01-04.

[2] G. Adomavicius, A. Tuzhilin. Toward the Next Generation of Recommender Systems: A Survey of the State-of-the-Art and Possible Extensions[A]. IEEE Trans. Knowl. Data. Eng, 2005, 17: 734-749.

[3] L. Lu, M. Medo,C. H. Yeung,Y.-C. Zhang,Z.-K. Zhang, T. Zhou. Recommender systems[J]. Phys. Rep, 2012, 519: 1-49.

:

:

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